Global variable selection for quantile regression
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Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- A note on adaptive group Lasso
- A penalized approach to covariate selection through quantile regression coefficient models
- Bayesian non-parametric simultaneous quantile regression for complete and grid data
- Bayesian regularized quantile regression
- Estimating the dimension of a model
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- Globally adaptive quantile regression with ultra-high dimensional data
- scientific article; zbMATH DE number 635667 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Hypothesis testing for regional quantiles
- Lasso-type penalties for covariate selection and forecasting in time series
- Making and evaluating point forecasts
- Model Selection and Estimation in Regression with Grouped Variables
- Optimization with sparsity-inducing penalties
- Parametric modeling of quantile regression coefficient functions
- Parametric modeling of quantile regression coefficient functions with count data
- Parametric modeling of quantile regression coefficient functions with longitudinal data
- Pattern recognition and machine learning.
- Quantile function regression and variable selection for sparse models
- Quantile regression with group Lasso for classification
- Quantile regression.
- Quantile regression. Theory and applications
- Regression Quantiles
- Robust estimation and regression with parametric quantile functions
- Sparse modeling for image and vision processing
- The Adaptive Lasso and Its Oracle Properties
- Variable selection in quantile regression
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